Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.548656 0.614387 0.687966 0.777048 0.882805 1.005396 1.159795
2025-01-19 0.453666 0.531332 0.623987 0.744351 0.899127 1.095135 1.368350
2025-01-26 0.406747 0.493613 0.602696 0.752973 0.960049 1.244134 1.680284
2025-02-02 0.372148 0.464969 0.586602 0.762801 1.020902 1.402001 2.044294
2025-02-09 0.339365 0.433925 0.562152 0.755745 1.054383 1.524687 2.388158
2025-02-16 0.316145 0.412753 0.547908 0.759960 1.103631 1.680322 2.836667
2025-02-23 0.288523 0.382462 0.516930 0.734064 1.099509 1.744127 3.133427
2025-03-02 0.263018 0.352884 0.483903 0.700455 1.076430 1.768111 3.355677
2025-03-09 0.250470 0.341085 0.476235 0.706257 1.121837 1.929726 3.949831
2025-03-16 0.244277 0.338079 0.481509 0.733725 1.210500 2.199185 4.945632
2025-03-23 0.235627 0.330521 0.478681 0.746546 1.273195 2.430252 5.979037
2025-03-30 0.227070 0.322396 0.474070 0.755365 1.329129 2.661732 7.179265
2025-04-06 0.216007 0.309920 0.461828 0.749964 1.357393 2.842275 8.387847
2025-04-13 0.201400 0.290820 0.436930 0.717955 1.322789 2.850622 8.937255
2025-04-20 0.194680 0.284146 0.432835 0.725660 1.378746 3.126395 10.967197
2025-04-27 0.188715 0.278298 0.429652 0.734710 1.439687 3.441193 13.664000
2025-05-04 0.180879 0.268816 0.419247 0.727844 1.460882 3.642201 16.069307
2025-05-11 0.175183 0.262620 0.414298 0.731753 1.510099 3.958429 19.955454
2025-05-18 0.166059 0.250048 0.396790 0.707110 1.480661 3.987029 21.675205
2025-05-25 0.156597 0.236472 0.376671 0.675145 1.427224 3.912001 22.391003
2025-06-01 0.152597 0.232224 0.373752 0.680644 1.477379 4.258681 28.425211
2025-06-08 0.151362 0.232729 0.379800 0.706732 1.591081 4.929369 41.931434
2025-06-15 0.148510 0.230185 0.379770 0.718901 1.667170 5.488521 58.692096